TAIL vs VOO

Quick Verdict

VOO has a lower expense ratio. VOO delivered stronger 1-year returns. VOO offers more diversification with 505 holdings.

Lower Fees: VOOHigher Returns: VOOMore Diversified: VOO

Side-by-Side Comparison

MetricTAILVOOWinner
Expense Ratio0.59%0.03%
AUM$149M$979.0B
Dividend Yield2.93%1.09%
Holdings25509
YTD Return-9.67%+13.80%
1Y Return-11.58%+23.71%
3Y Return (annualized)-5.84%+21.50%
5Y Return (annualized)-9.19%+13.44%
Volatility (annualized)11.1%14.1%
Max Drawdown-53.5%-34.3%
Fund FamilyCambria Investment ManagementVanguard (US)
CategoryAlternativeEquity
InceptionApr 5, 2017Sep 7, 2010

TAIL vs VOO Performance

Cambria Tail Risk ETF (TAIL) is a ETF from Cambria Investment Management and Vanguard S&P 500 ETF (VOO) is a ETF from Vanguard (US). Over the past year TAIL returned -11.58% while VOO returned +23.71%. Year to date, TAIL is down 9.67% versus a gain of 13.80% for VOO.

Over three years, TAIL compounded at -5.84% per year against +21.50% for VOO; over five years the annualized figures are -9.19% and +13.44% respectively. Across the full 9-year window we track, VOO has the edge at +13.58% annualized vs -7.45%. Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

VOO has been the more volatile fund, with annualized monthly volatility of 14.1% compared with 11.1% for TAIL. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -53.5% for TAIL and -34.3% for VOO. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.

The two funds' monthly returns correlate at -0.70. They move independently enough that combining them can meaningfully diversify a portfolio.

Fees and Cost Over Time

TAIL charges 0.59% per year while VOO charges 0.03%. On a $10,000 position that is $59 vs $3 annually, a gap of $56 per year that compounds over a long holding period. On income, TAIL currently yields 2.93% against 1.09% for VOO.

Holdings Overlap

0.0%overlap

TAIL and VOO share 0 holdings out of 507 unique holdings combined, representing a 0.0% weight overlap.

Moderate overlap means holding both could provide meaningful diversification benefits.

Frequently Asked Questions

Which is cheaper, TAIL or VOO?

TAIL has an expense ratio of 0.59% while VOO charges 0.03%. VOO is the cheaper option. On a $10,000 investment, that is $56 per year of difference.

Which performed better, TAIL or VOO?

Over the past year TAIL returned -11.58% vs +23.71% for VOO, so VOO leads on 1-year performance. Over the longest common window we track (9 years), TAIL annualized -7.45% vs +13.58% for VOO. Past performance does not guarantee future results.

Which is riskier, TAIL or VOO?

VOO has been the more volatile fund at 14.1% annualized versus 11.1% for TAIL. Worst drawdown: TAIL -53.5% vs VOO -34.3%.

Should I hold both TAIL and VOO?

TAIL and VOO have a monthly-return correlation of -0.70, so combining them can provide real diversification depending on your allocation goals.

What is the holdings overlap between TAIL and VOO?

TAIL and VOO share 0 common holdings with a 0.0% weight overlap. Combined, they hold 507 unique securities.

Which pays a higher dividend, TAIL or VOO?

TAIL yields 2.93% while VOO yields 1.09%, so TAIL currently pays the higher dividend yield.

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